c3524d33d0
Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver”
2023-02-06 15:42:34 -05:00
be698d5f98
Perfect foresight + homotopy: add missing newline
2023-02-06 15:14:02 -05:00
ef7dc09b8e
Manual: link to the openSUSE package
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[skip ci]
2023-01-30 15:59:45 +01:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
cef1ce33ed
Preprocessor: remove some incorrect normalization rules for the case mfs=3
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As a consequence, increase the tolerance for a test with mfs=3 (it now uses the
same tolerance as the corresponding test for mfs=2).
2023-01-25 18:39:47 +01:00
5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
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Closes : #1883
2023-01-24 15:02:07 +01:00
35b32ded34
Preprocessor: fix bug if “trend_var” is used without “var(deflator=…)”
2023-01-24 14:16:32 +01:00
5093264b8a
Manual: use logo with orange line
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Closes: website#3
2023-01-24 13:51:26 +01:00
fa7839ea39
Preprocessor update
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– Drop dynamic_g1_nz.m generated file
– Fix size of dynamic derivatives (legacy representation) when there are unused
exogenous and “nostrict” option is given
– Block decomposition: another fix for sparse indices of static Jacobian when
mfs > 0
2023-01-24 13:43:02 +01:00
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
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This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
7922fc011e
perfect_foresight_problem MEX: move to the sparse representation
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Ref. #1859
2023-01-24 13:43:00 +01:00
538f38d269
Merge branch 'occbin_debug' into 'master'
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missing_observations_kalman_filter.m: provide debugging information on PKF problems
See merge request Dynare/dynare!2122
2023-01-23 10:39:17 +00:00
4307711c60
missing_observations_kalman_filter.m: provide debugging information on PKF problems
2023-01-19 11:57:35 +01:00
cfaf5a685d
Preprocessor: actually obey the “mfs” option for the static model
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As a consequence, fix steady state computation when mfs > 0.
2023-01-17 19:08:32 +01:00
8200c356a7
Emacs mode: fix indentation in blocks which are given options
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E.g. indentation was incorrect following “model(block);”.
[skip ci]
2023-01-17 18:20:11 +01:00
fcdd810eb4
Emacs mode: “periods” and “Sigma_e” commands removed
2023-01-17 16:17:49 +01:00
8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode
2023-01-17 15:25:47 +01:00
7b6058509f
Drop unused function
2023-01-17 14:48:36 +01:00
005769210a
Drop unused function
2023-01-17 14:47:52 +01:00
5342476196
Drop unused function
2023-01-17 14:46:50 +01:00
023afc7ebb
Drop unused function
2023-01-17 14:46:46 +01:00
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
2bdc185f1d
Preprocessor: Octave compatibility fix
2023-01-16 17:15:07 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
1c5c1639e1
Drop unused function
2023-01-16 14:38:09 +01:00
e5f100b152
Drop unused function
2023-01-16 14:38:06 +01:00
c187d0ead9
Drop unused function
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It should probably have been removed in 9c6e219990
2023-01-16 14:38:03 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
91dd917d62
Cosmetic/Efficiency changes.
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- Use bsxfun for centering data if possible,
- Factorise LU decomposition,
- Remove useless operations during the presampling step.
2023-01-12 17:45:51 +01:00
e250067959
Use sparse representation for block-decomposed perfect foresight and steady state computation
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Ref. #1859
2023-01-12 16:28:02 +01:00
3c55aa57e1
Use sparse representation for evaluating the static model
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We also take advantage of the fact that the non-block version is always
available next to the block one, so when we are only interested in the residual
as a whole, we simplify by using the non-block version.
2023-01-10 16:21:44 +01:00
b343f0231d
Ensure that generated sparse MEX files are unloaded before the preprocessor is run
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This workaround already existed for the legacy representation.
2023-01-10 16:07:29 +01:00
5af6e861a6
Merge branch 'endo_prior' into 'master'
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dsge_likelihood.m: flag analytical_derivation as incompatible with endogenous_prior
See merge request Dynare/dynare!2120
2023-01-10 10:14:57 +00:00
0b0a4ef386
dsge_likelihood.m: flag analytical_derivation as incompatible with endogenous_prior
2023-01-09 17:57:18 +01:00
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
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As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
644e72c33c
Preprocessor: various refactorings
2023-01-05 18:16:17 +01:00
a8f5bdd525
Build system: no longer need to pass -pthread or -mthreads for C++11 threads as of GCC 10
2023-01-05 17:58:42 +01:00
9c4dd1b1d0
Remove irrelevant comment
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[skip ci]
2023-01-04 15:00:27 +01:00
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2118
2023-01-04 10:59:21 +01:00
79f5761f18
Preprocessor: new options “block_static” and “block_dynamic” to “model_info”
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Also remove “static” option.
Ref. !2118
2023-01-04 10:58:09 +01:00
14ce7e5fe1
README.md: remove build instructions for Dynare++
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Ref. #1825
[skip ci]
2023-01-03 23:39:56 +01:00
3244340e7a
Windows package: bump dependencies
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In particular, add -fstack-protector to CXXFLAGS, to avoid undefined symbols at
link time.
2023-01-03 18:30:52 +01:00
8832c42c50
Windows package: drop start menu shortcut to uninstaller
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This shortcut is filtered out by Windows ⩾ 8, so it is useless.
As a consequence, only create a start menu entry when documentation is
installed.
2023-01-03 17:03:47 +01:00
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
c1922c3ad0
Stop building and shipping the Dynare++ executable
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Incidentally, no longer run Dynare++ unit tests, since they are intricated in
the Dynare++ build system. If we finally decide not to drop the Dynare++
codebase for our MEX files, then we should probably find a way to build and run
them again.
Ref. #1825
2023-01-03 14:51:07 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)